Forecast evaluation
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- Non-normality and collinearity are NOT problems!
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Forecast evaluation
If you do a Forecast with only 1 observation in the forecast period you don't get a forecast evaluation. Perhaps some elements of the evaluation can't be computed, but others can and probably should be.
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- EViews Developer
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Re: Forecast evaluation
My quick look suggests that the forecast evaluation is only not reported if there are no observations or if the sum-of-squared residuals is identically equal to zero (or there is an unrelated error). I'm not certain why the three reportable statistics are not shown (to be zero) in this case, but we'll look into it.
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Forecast evaluation
Try setting the forecast smpl to 7 7 in the attached.
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- cdcosts2010ToGlenn.wf1
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- EViews Developer
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Re: Forecast evaluation
There are only 6 observation in the original workfile. Forecasting "7 7" means that we add an observation to the workfile with the dependent variable equal to NA. So no forecast evaluation summaries are possible.
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Forecast evaluation
Uh, DTD please.
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